I have found a solution, even if we can't talk exactly of solution. Well, I used RevoUninstaller to remove the MySQL Server, then I've proceed with a standard installation and everything got solved. Then, I've repeated all the steps above, adding each time a customization. I finally found that the error comes out when I chose default character set to ucs2 instead of latin1. Even If the problem is solved, I'll leave the question open for further and more detailed answers.
I've tried to update MySQL Server from version 5.1 to 5.5 to get rid of a bug in a program. After a first try, the situation was worst than I have expected: the program can't log in with root user anymore and so Workbench and console. In the latter case, the error was:
c:\mypathtosql>mysql -u root -p Enter password:****** ERROR 1045 (28000):
Yes, after ERROR 1045 (28000) there were no details. I decided to completely remove the package (which include a manual removing of all reg keys) and then to install it again. This workaround worked for Workbench, but my program can't do the user creation from a script with no error apparently (I get an error "Can't find any matching row in the user table", but I guess this happen late in the script when I log with the appropriate user), and also the console persist to give the error described above.
Everything seems to work fine with MySQL Workbench...
Thank you in advance.